Over the last few decades, the demand-driven growth in aquaculture has been tremendous due to development and adoption of cutting-edge technologies and production systems such as intensification and high input aquaculture. This growth, however, has witnessed an insurgence of various environmental and husbandry-related stressors posing major challenges to the aquaculture sector limiting its further expansion worldwide. These stressful conditions impair the health of cultured animals and predispose them to diseases resulting in economic losses. Hence, optimizing the stress resilience of the cultured species is paramount to ensure sustainable development of aquaculture sector. Addressing the concerns of stress mitigation in aquaculture, a plethora of research investigations have been intensively carried out all over the world targeting the management of cultured environment as well as cultured species. Among various mitigation strategies, dietary interventions appear to be pliable and a sustainable approach to develop immunocompetence and stress resistance in fish as requirement of several nutrients may increase under stressful conditions. The suboptimal and/or excessive levels of several essential and non-essential nutrients modulate the immune response and stress/disease resistance. Hence, the present review is an inclusive and informative compilation of dietary interventions for management of stress in aquaculture. This review highlights the stress-mitigating roles of different nutritive and non-nutritive compounds/additives such as amino acids, essential fatty acids, phospholipids, vitamins, minerals, carotenoids, different synthetic chemicals and biological derivatives from bacteria, yeast, fungi, algae, plants and animals as a promising stress management strategy to enhance the overall performance of the cultured species.